There have been a handful of murders of Americans in Baja over the last several years (google “american murders baja”). Here’s a link that discusses three over the course of a few months in 2011.
(You’ll notice, however, that one was likely a case of mistaken identity, another involved a fight, and the other outside the Caliente casino near the border – someone probably shot their mouth off to the wrong person.)
All of these are anecdotal, however. The fact is that there are very few examples of Americans being targeted for kidnapping or death in Baja, particularly as a percentage of the Americans that either live or vacation there. Folks that don’t do stupid things very rarely end up with problems down there. There will always be examples of just plain bad luck or stupidity leading to problems – no matter where you live. 99.9% of the time if you mind your own business and use common sense your worst experience as an American is going to be getting a trumped up speeding ticket from the policia.
The good news is that we hear about these incidents in Mexico when they involve US citizens. If you’re Mexican… it often doesn’t even make the news because it’s so common (or involves bad elements).
An anecdote from a different angle. My insurance agent lives in TJ and is pretty well off – her three kids attend the parochial school on Coronado (I can’t recall the name) and she and her husband own a house on Coronado. I asked her why she lives in TJ instead of Coronado and she said, “San Diego’s boring. We come here on the weekends sometimes and the kids attend school here but we prefer Tijuana.” Different strokes for different folks.